MSCI Switzerland Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.43% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0092 | 3.84 | |
| 0.1057 | 38.83 | |
| 0.8444 | 264.44 | |
| 0.6453 | 25.72 |
Estimation Period:
Dec 29, 1989 to Apr 4, 2025
Dec 29, 1989 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
Other MSCI Switzerland Index Analyses
Other AGARCH Analyses on Equity Indices